Pathogen-mediated selection (PMS) is thought to maintain the high level of allelic diversity observed in the major histocompatibility complex (MHC) class II genes. A comprehensive way to demonstrate contemporary selection is to examine associations between MHC variation and individual fitness. As individual fitness is hard to measure, many studies examine associations between MHC diversity and phenotypic traits which include direct or indirect measures of adaptive immunity thought to contribute to fitness. Here, we tested associations between MHC class II variation and five representative phenotypic traits measured in August: weight, strongyle faecal egg count, and plasma IgA, IgE and IgG immunoglobulin titres against the gastrointestinal nematode parasite Teladorsagia circumcincta in a free-living population of Soay sheep. We found no association between MHC class II variation and August weight or strongyle faecal egg count. We did however find associations between MHC class II variation and immunoglobulin levels which varied with age, isotype and sex. Our results suggest associations between MHC and phenotypic traits are more likely to be found for traits more closely associated with pathogen defence than integrative traits such as body weight and highlight a useful role of MHC-antibody associations in examining selection on MHC genes.